+46.4%
ROK vs ELF
+239.6%
-193.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -0.4% |
| 7D | +2.8% | -1.2% | +3.9% | +2.9% |
| 30D | -2.4% | +5.9% | -8.3% | -3.3% |
| 3M | -4.7% | +99.5% | -104.2% | -14.4% |
| 6M | +16.8% | +26.5% | -9.8% | +11.5% |
| YTD | +11.4% | +37.2% | -25.8% | +4.7% |
| 1Y | +26.2% | -24.4% | +50.6% | +27.4% |
| 3Y | +51.9% | -23.3% | +75.2% | +39.7% |
| 5Y | +46.4% | +245.2% | -198.8% | -25.4% |
| All | +46.4% | +239.6% | -193.2% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling